From ed8d0d81ab124ef651bf1abfdaa2f2b7971168c5 Mon Sep 17 00:00:00 2001 From: Viraj Nigwekar Date: Fri, 14 Aug 2026 16:40:55 +0530 Subject: [PATCH] Add Multi-Axis Robust Portfolio Optimization project (#555) --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 001855d..b215d98 100644 --- a/README.md +++ b/README.md @@ -313,6 +313,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants ## Portfolio Optimization & Risk Analysis +- [Multi-Axis Robust Portfolio Optimization](https://github.com/Viraj-Nigwekar/multi-axis-robust-portfolio-optimization) - `Python` - Portfolio optimization framework combining covariance shrinkage, bootstrap aggregation, and parametric scenario modeling, with reproducible notebooks and an accompanying SSRN paper. - [AutoHypothesis](https://github.com/arteemg/AutoHypothesis) - `Python` - An agentic framework that mimics the real quant trading pipeline to find alpha: economic hypothesis, in-sample iteration, and out-of-sample validation. - [skfolio](https://github.com/skfolio/skfolio) - `Python` - Python library for portfolio optimization built on top of scikit-learn. It provides a unified interface and sklearn compatible tools to build, tune and cross-validate portfolio models. - [PyPortfolioOpt](https://github.com/robertmartin8/PyPortfolioOpt) - `Python` - Financial portfolio optimization in python, including classical efficient frontier and advanced methods.